Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Is Brownian motion necessary to model high-frequency data?
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+Power variation for Gaussian processes with stationary increments
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+Bipower Variation for Gaussian Processes with Stationary Increments
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+Q5493536
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Limit theorems for multipower variation in the presence of jumps
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+Q4865042
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+A note on Wick products and the fractional Black-Scholes model
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+Arbitrage in fractional Brownian motion models
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+Power variation of some integral fractional processes
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+Threshold bipower variation and the impact of jumps on volatility forecasting
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+Q2778406
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+A General Fractional White Noise Theory And Applications To Finance
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+Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
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+On the pricing and hedging of volatility derivatives
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Asymptotic properties of power variations of Lévy processes
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Q4778955
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+Power variation of fractional integral processes with jumps
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+Testing long memory based on a discretely observed process
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+Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+Limit theorems for bipower variation of semimartingales
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+Q3511651
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+Analyzing the Fine Structure of Continuous Time Stochastic Processes
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